Alexandros Beskos
University College London
H-index: 24
Europe-United Kingdom
Top articles of Alexandros Beskos
ParticleDA. jl v. 1.0: a distributed particle-filtering data assimilation package
Geoscientific Model Development
2024/3/28
Antithetic Multilevel Methods for Elliptic and Hypo-Elliptic Diffusions with Applications
arXiv preprint arXiv:2403.13489
2024/3/20
Ajay Jasra
H-Index: 23
Alexandros Beskos
H-Index: 18
Change point detection in dynamic Gaussian graphical models: the impact of COVID-19 pandemic on the US stock market
The Annals of Applied Statistics
2024/3
Alexandros Beskos
H-Index: 18
Parameter Inference for Hypo-Elliptic Diffusions under a Weak Design Condition
arXiv preprint arXiv:2312.04444
2023/12/7
Alexandros Beskos
H-Index: 18
Graph Sphere: From Nodes to Supernodes in Graphical Models
arXiv preprint arXiv:2310.11741
2023/10/18
Alexandros Beskos
H-Index: 18
Ajay Jasra
H-Index: 23
Parameter Inference for Degenerate Diffusion Processes
arXiv preprint arXiv:2307.16485
2023/7/31
Alexandros Beskos
H-Index: 18
Matthew Graham
H-Index: 10
Sequential Markov Chain Monte Carlo for Lagrangian Data Assimilation with Applications to Unknown Data Locations
Quarterly Journal of the Royal Meteorological Society
2024/9/1
ParticleDA. jl v. 1.0: A real-time data assimilation software platform
Geoscientific Model Development Discussions
2023/3/21
Unbiased Estimation using a Class of Diffusion Processes
Journal of Computational Physics
2023/1/1
Parameter Estimation with Increased Precision for Elliptic and Hypo-elliptic Diffusions
arXiv preprint arXiv:2211.16384
2022/11/29
Alexandros Beskos
H-Index: 18
A Bayesian framework for genome-wide inference of DNA methylation levels
arXiv preprint arXiv:2211.07311
2022/11/14
The G-Wishart Weighted Proposal Algorithm: Efficient Posterior Computation for Gaussian Graphical Models
Journal of Computational and Graphical Statistics
2022/11
Alexandros Beskos
H-Index: 18
Online smoothing for diffusion processes observed with noise
Journal of Computational and Graphical Statistics
2022/11
Alexandros Beskos
H-Index: 18
MCMC algorithms for posteriors on matrix spaces
Journal of Computational and Graphical Statistics
2022/10/12
Alexandros Beskos
H-Index: 18
A Lagged Particle Filter for Stable Filtering of certain High-Dimensional State-Space Models
SIAM/ASA Journal on Uncertainty Quantification
2022/9/30
Manifold Markov chain Monte Carlo methods for Bayesian inference in diffusion models
Journal of the Royal Statistical Society, Series B
2022/9/30
Alexandros Beskos
H-Index: 18
A 4D-Var method with flow-dependent background covariances for the shallow-water equations
arXiv preprint arXiv:1710.11529
2017/10/31
Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo
Statistics and Computing
2022/6
Ajay Jasra
H-Index: 23
Alexandros Beskos
H-Index: 18
Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models
SIAM Journal on Scientific Computing
2021
Asymptotic Analysis of Model Selection Criteria for General Hidden Markov Models
Stochastic Processes and their Applications
2021/2/1
Alexandros Beskos
H-Index: 18
Co-Authors
